• Title/Summary/Keyword: Integral

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A Wong-Zakai Type Approximation for the Multiple Ito-Wiener Integral

  • Lee, Kyu-Seok;Kim, Yoon-Tae;Jeon, Jong-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.55-60
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    • 2002
  • We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation $W^{(n)}$ of a Wiener process W, we prove that the multiple integral processes {${\int}_{0}^{t}{\cdots}{\int}_{0}^{t}f(t_{1},{\cdots},t_{m})W^{(n)}(t_{1}){\cdots}W^{(n)}(t_{m}),t{\in}[0,T]$} where f is a given symmetric function in the space $C([0,T]^{m})$, converge to the multiple Stratonovich integral of f in the uniform $L^{2}$-sense.

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Certain Inequalities Involving Pathway Fractional Integral Operators

  • Choi, Junesang;Agarwal, Praveen
    • Kyungpook Mathematical Journal
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    • v.56 no.4
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    • pp.1161-1168
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    • 2016
  • Belarbi and Dahmani [3], recently, using the Riemann-Liouville fractional integral, presented some interesting integral inequalities for the Chebyshev functional in the case of two synchronous functions. Subsequently, Dahmani et al. [5] and Sulaiman [17], provided some fractional integral inequalities. Here, motivated essentially by Belarbi and Dahmani's work [3], we aim at establishing certain (presumably) new inequalities associated with pathway fractional integral operators by using synchronous functions which are involved in the Chebychev functional. Relevant connections of the results presented here with those involving Riemann-Liouville fractional integrals are also pointed out.

Reference Stress Based J-Integral Estimates Along the Semi-Elliptical Surface Crack Front (반타원 표면균열 선단을 따른 참조응력 기반의 J-적분 예측)

  • Kim, Jin-Su;Shim, Do-Jun;Kim, Yun-Jae;Kim, Young-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.6
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    • pp.701-708
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    • 2004
  • This paper discusses applicability of the enhanced reference stress method to estimate J-integral along the semi-elliptical surface crack front. It is found that angular variations of normalized J­integral are strongly dependent on the geometry, loading mode and loading magnitude. As application of the reference stress approach to semi-elliptical surface cracks implies proportional increases in the normalized J-integral, the present results pose a question in applicability of the reference stress approach. However, investigation of the error in the estimated J-integral in the present work suggests that the enhanced reference stress approach, recently proposed by authors, provides an effective engineering tool fur estimating crack driving force along the semi-elliptical surface crack front.

APPROXIMATIONS OF SOLUTIONS FOR A NONLOCAL FRACTIONAL INTEGRO-DIFFERENTIAL EQUATION WITH DEVIATED ARGUMENT

  • CHADHA, ALKA;PANDEY, DWIJENDRA N.
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.699-721
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    • 2015
  • This paper investigates the existence of mild solution for a fractional integro-differential equations with a deviating argument and nonlocal initial condition in an arbitrary separable Hilbert space H via technique of approximations. We obtain an associated integral equation and then consider a sequence of approximate integral equations obtained by the projection of considered associated nonlocal fractional integral equation onto finite dimensional space. The existence and uniqueness of solutions to each approximate integral equation is obtained by virtue of the analytic semigroup theory via Banach fixed point theorem. Next we demonstrate the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. We consider the Faedo-Galerkin approximation of the solution and demonstrate some convergenceresults. An example is also given to illustrate the abstract theory.

BOUNDARY-VALUED CONDITIONAL YEH-WIENER INTEGRALS AND A KAC-FEYNMAN WIENER INTEGRAL EQUATION

  • Park, Chull;David Skoug
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.763-775
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    • 1996
  • For $Q = [0,S] \times [0,T]$ let C(Q) denote Yeh-Wiener space, i.e., the space of all real-valued continuous functions x(s,t) on Q such that x(0,t) = x(s,0) = 0 for every (s,t) in Q. Yeh [10] defined a Gaussian measure $m_y$ on C(Q) (later modified in [13]) such that as a stochastic process ${x(s,t), (s,t) \epsilon Q}$ has mean $E[x(s,t)] = \smallint_{C(Q)} x(s,t)m_y(dx) = 0$ and covariance $E[x(s,t)x(u,\upsilon)] = min{s,u} min{t,\upsilon}$. Let $C_\omega \equiv C[0,T]$ denote the standard Wiener space on [0,T] with Wiener measure $m_\omega$. Yeh [12] introduced the concept of the conditional Wiener integral of F given X, E(F$\mid$X), and for case X(x) = x(T) obtained some very useful results including a Kac-Feynman integral equation.

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Suppression of the Disturbance Force in The Magnetically Levitated Train System Using Integral Sliding Mode Controller (자기부상열차 시스템에서 적분형 슬라이딩 모드 제어기를 이용한 부상억제력 제거)

  • Lee, Jun-Ho
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.722-726
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    • 2007
  • In this paper we deal with a design of the integral sliding mode controller to suppress the disturbance force acting on the suspension system of the magnetically levitated train system. One of the important factors that cause the disturbance force acting on the suspension system comes from the low propulsion speed of linear induction motor. In this paper integral sliding mode controller is employed to reject the disturbance force produced by the propulsion system of the linear induction motor. In order to show the effectiveness of the designed controller a dynamic simulation is utilized and the sliding mode controller without integral compensator is compared with the proposed integral sliding mode controller to suppress the disturbance force.

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Fracture Analysis of Welded Plates using the J-integral (J-적분을 이용한 용접구조물의 파괴해석)

  • 심용래
    • Computational Structural Engineering
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    • v.9 no.4
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    • pp.173-179
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    • 1996
  • Study of weldment fracture behavior includes thermal analysis, residual stress analysis, and fracture analysis. The J-integral loses its path-independency in a residual stress field. Therefore, it is necessary to develop a program to calculate the J-integral in a welded plate. In this study, theoretical formulation and program were developed for the evaluation of the J-integral at the crack tip of weldments. To verify equations and program, welded thin plate and thick plate were used to calculate residual stress and the J-integral.

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GENERALIZED ANALYTIC FEYNMAN INTEGRAL VIA FUNCTION SPACE INTEGRAL OF BOUNDED CYLINDER FUNCTIONALS

  • Chang, Seung-Jun;Choi, Jae-Gil;Chung, Hyun-Soo
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.3
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    • pp.475-489
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    • 2011
  • In this paper, we use a generalized Brownian motion to define a generalized analytic Feynman integral. We then obtain some results for the generalized analytic Feynman integral of bounded cylinder functionals of the form F(x) = $\hat{v}$(($g_1,x)^{\sim}$,..., $(g_n,x)^{\sim}$) defined on a very general function space $C_{a,b}$[0,T]. We also present a change of scale formula for function space integrals of such cylinder functionals.

A New Robust Integral Variable Structure Controller for Uncertain More Affine Nonlinear Systems with Mismatched Uncertainties (부정합조건 불확실성을 갖는 비선형 시스템을 위한 새로운 강인한 적분 가변 구조 제어기)

  • Lee, Jung-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.6
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    • pp.1173-1178
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    • 2010
  • In this note, a systematic design of a new robust nonlinear integral variable structure controller based on state dependent nonlinear form is presented for the control of uncertain more affine nonlinear systems with mismatched uncertainties and matched disturbance. After an affine uncertain nonlinear system is represented in the form of state dependent nonlinear system, a systematic design of a new robust nonlinear integral variable structure controller is presented. To be linear in the closed loop resultant dynamics and remove the reaching phase problems, the linear integral sliding surface is suggested. A corresponding control input is proposed to satisfy the closed loop exponential stability and the existence condition of the sliding mode on the linear integral sliding surface, which will be investigated in Theorem 1. Through a design example and simulation studies, the usefulness of the proposed controller is verified.

A New Robust Discrete Integral Variable Structure Controller with Disturbance Observer for Uncertain Discrete Systems (불확실 이산 시스템을 위한 외란관측기를 갖는 새로운 둔감한 이산 적분형 가변구조제어기)

  • Lee, Jung-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.6
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    • pp.1167-1172
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    • 2010
  • In this paper, a new discrete integral variable structure controller based on the a new sliding surface and discrete version of the disturbance observer is suggested for the control of uncertain linear systems. The reaching phase is completely removed by introducing a new proposed integral sliding surface. The discrete version of disturbance observer is derived for effective compensation of uncertainties and disturbance. A corresponding control with disturbance compensation is selected to guarantee the quasi sliding mode on the predetermined integral sliding surface for guaranteeing the designed output in the integral sliding surface from any initial condition for all the parameter variations and disturbances. Using Lyapunov function, the closed loop stability and the existence condition of the quasi sliding mode is proved. Finally, an illustrative example is presented to show the effectiveness of the algorithm.